| Notice to Members | |||||||||||||
| Notice No. 170 03/26/2007 |
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| Outright (SCAN) Tiers Structures Change for the Existing Natural Gas Index Swap Contracts | |||||||||||||
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| Effective Date: Tuesday, March 27, 2007 (close of business) Futures Contracts: Demarcation Index Swap (DI), SoCal Index Swap (IF), Dominion Index Swap (IH), CenterPoint Index Swap (II), San Juan Index Swap (IJ), PG&E City Gate Index Swap (IK), El Paso/Permian Index Swap (IL), Henry Hub Index Swap (IN), Dawn Index Swap (IO), Houston Ship Channel Index Swap (IP), ANR OK Index Swap (IQ), Rockies Index Swap (IR), Chicago Index Swap (IS), Transco Zone 6 Index Swap (IT), Sumas Index Swap (IU), Panhandle Index Swap (IV), NGPL Mid-Continent Index Swap (IW), TETCO M-3 Index Swap (IX), Waha Index Swap (IY), NGPL Tex/OK Index Swap (OI) and Ventura Index Swap (VI)Contract Months: All Months Note: The revised margin Tiers are in bold. Effective Date: from Tuesday, March 27, 2007 (close of business) to Monday, April 9, 2007 (close of business) NYMEX Division Outright (Scan) Margin and Intra-Commodity
Spread Tiers For Existing Natural Gas Index Swaps
* After April 9, 2007, original tiers apply. |
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| Should you have any questions or require any further information, please contact exchangeinfo@nymex.com |